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The Statistical Relationship between Bivariate and Multinomial Choice Models

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Author Info
Weeks, M.
Orne, C.

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Abstract

The authors demonstrate the conditions under which the bivariate probit model can be considered a special case of the more general multinomial probit model. Since the attendant parameter restrictions produce a singular covariance matrix, the subsequent problems of testing on the boundary of the parameter space are circumvented by the construction of a score test.

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File URL: http://www.econ.cam.ac.uk/dae/repec/cam/pdf/wp9912.pdf
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Publisher Info
Paper provided by Faculty of Economics, University of Cambridge in its series Cambridge Working Papers in Economics with number 9912.

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Date of creation: Jun 1999
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Handle: RePEc:cam:camdae:9912

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Web page: http://www.econ.cam.ac.uk/index.htm

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Related research
Keywords: Discrete choice; Bivariate probit; Multinomial probit; Nested choice models;

Other versions of this item:

Find related papers by JEL classification:
C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models
C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models

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  1. Bernhard Ganglmair, 2005. "Intrinsic Competition and the Labor-Schooling Trade-off in Uganda Competition in Child Labor and Schooling Decision Making in Uganda. Evidence from a Bivariate Probit Model," Labor and Demography 0504002, EconWPA, revised 21 Sep 2005. [Downloadable!]
  2. Di Tommaso, M.L. & Weeks, M., 2000. "Decision Structures and Discrete Choices: An Application to Labour Market Participation and Fertility," Cambridge Working Papers in Economics 0009, Faculty of Economics, University of Cambridge. [Downloadable!]
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